+955.2%
APH vs IWD
+203.8%
+751.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | -5.0% | +1.6% | -6.6% | -6.6% |
| 30D | -8.4% | +3.6% | -11.9% | -11.8% |
| 3M | -4.5% | +2.0% | -6.6% | -6.6% |
| 6M | +25.3% | +13.1% | +12.2% | +9.6% |
| YTD | +18.9% | +26.2% | -7.3% | -7.4% |
| 1Y | +11.9% | +29.6% | -17.6% | -15.2% |
| 3Y | +278.0% | +84.3% | +193.6% | +98.2% |
| 5Y | +306.4% | +73.4% | +233.0% | +128.9% |
| 10Y | +955.2% | +202.4% | +752.7% | +279.6% |
| All | +955.2% | +203.8% | +751.4% | +279.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling